Mjzs12138

Mason Chen's starred repositories

project-based-learning

Curated list of project-based tutorials

yt-dlp

A feature-rich command-line audio/video downloader

Language:PythonUnlicense78205 479 7434

ccxt

A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

Language:PythonMIT32120 932 10055

DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphical models and potential outcomes frameworks.

Language:PythonMIT6933 136 463

Qbot

[🔥updating ...] AI 自动量化交易机器人(完全本地部署) AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant

Language:Jupyter NotebookMIT6690 86 74

toydb

Distributed SQL database in Rust, written as an educational project

Language:RustApache-2.06019 89 49

strategies

quantitative trading with Javascript, Python, C++, PineScript, Blockly, MyLanguage(麦语言)

3948 305 5

kungfu

Kungfu Trader

Language:C++Apache-2.03341 286 55

awesome-causality-algorithms

An index of algorithms for learning causality with data

MIT2869 108 9

DataFrame

C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage

Language:C++BSD-3-Clause2383 71 210

tigramite

Tigramite is a python package for causal inference with a focus on time series data. The Tigramite documentation is at

Language:Jupyter NotebookGPL-3.01262 40 194

causality

Tools for causal analysis

Language:PythonMIT1059 56 27

okcoin-leeks-reaper

OKCoin韭菜收割机

Language:Groovy993 76 10

Algorithm_fromBilibili

《B站-青岛大学-王卓老师-数据结构与算法基础》自学心得、笔记（C++语言实现）

910 4 10

ccapi

A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.

Language:C++MIT555 40 75

rl_markets

Market Making via Reinforcement Learning

Language:C++BSD-3-Clause304 27 15

ChannelBreakoutBot

Channel Breakout Bot for bitflyer-FX

Language:Python203 47 3

HFTFramework

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

Language:MQL5Apache-2.0133 40

server-framework

一个基于协程的异步网络库

Language:C++GPL-2.0103 4 2

PythonMatchingEngine

High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies

Language:PythonMIT91 70

HFCrypto

Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]

Language:PythonNOASSERTION54 16 13

hft-ext

An extensible framework for high-frequency trading built on top of Alpaca and Yahoo Finance.

Language:PythonMIT44 1 2

BTCUSDT

比特币自动交易程序，欧易API接口

Language:Python33 20

hf_micro_research

This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf trading strategies.

Language:Python29 40

automated_trading

High Frequency Trading (HFT) done using the Alpaca Trade API and Python.

Language:Python2500

backtest_javascript

FMZ backtest engine javascript package

20 2 2

ivx

Robust Econometric Inference for Predictive Regressions

Language:RGPL-3.017 2 3

ML-HFT

Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA

Language:Python13 50

Optimal-HFT-Guilbaud-Pham

Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Guilbaud and Pham.

Language:Jupyter Notebook800

High-Frequency-Trading-Strategy

This is a semester-long project for the course IE 498 "High Frequency Trading" at UIUC.

Language:C++700